Anic Equity¶

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Total return since start: 0.572 %¶

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Equity now: -----------------------------> 48022.45 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46627.57 Kr¶

PnL: ---------------------------------------> -261.0 Kr¶

DD now: ---------------------------------> -1.249 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 17:08:13.701630'

Anic Portfolio¶

Today¶

Return: 1.029 %¶

This Week¶

Return: 1.029 %¶

Total¶

Return: 57.213 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 4.010000 2905.000000 269.000000 10.200000 2636.000010
Beijer Electronics Group 26 1.660000 3187.600000 216.600000 7.290000 2971.000006
Corem Property Group B 59 6.880000 687.350000 110.350000 19.120000 576.999999
Samhällsbyggnadsbo. i Norden B 20 8.000000 459.000000 104.000000 29.300000 355.000000
HMS Networks 2 0.790000 717.600000 44.600000 6.630000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.360000 1693.200000 39.200000 2.370000 1653.999996
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
Samhällsbyggnadsbo. i Norden D 12 4.350000 270.480000 24.480000 9.950000 246.000000
OEM International B 7 2.220000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.690000 3473.040000 19.040000 0.550000 3453.999992
MedCap 2 3.770000 440.000000 19.000000 4.510000 421.000000
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Intrum 4 2.070000 543.400000 16.400000 3.110000 527.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
CTEK 13 5.370000 545.740000 11.740000 2.200000 533.999999
Resurs Holding 22 0.080000 585.420000 11.420000 1.990000 573.999998
Norva24 Group 16 0.170000 554.240000 11.240000 2.070000 543.000000
Essity B 2 0.900000 581.600000 7.600000 1.320000 574.000000
AcadeMedia 12 0.510000 564.240000 7.240000 1.300000 557.000004
Handelsbanken A 5 0.600000 549.000000 3.000000 0.550000 546.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 0.590000 564.300000 0.300000 0.050000 564.000000
Securitas B 6 1.090000 569.760000 -0.240000 -0.040000 570.000000
SAAB B 8 1.580000 3334.400000 -42.600000 -1.260000 3377.000000
International Petroleum Corp. 5 3.270000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.560000 547.200000 -65.800000 -10.730000 612.999432
OX2 18 -1.820000 1506.600000 -157.400000 -9.460000 1663.999992
Axfood 13 0.840000 3585.400000 -170.600000 -4.540000 3756.000001
Ovzon 52 0.350000 3005.600000 -356.400000 -10.600000 3361.999992
Fasadgruppen Group 35 -0.810000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46688.820000 -199.750000 -1.12316% 46888.564618

Updated:¶

'2023-01-16 17:07:24.855697'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶